scientific article; zbMATH DE number 972680

MaRDI QIDQ5691599zbMATH OpenFDO

Authors Abdelkader Mokkadem

Publication date 19 May 1997

zbMATH Keywords

order of an ARMA process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of information, entropy (94A17)

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• ON THE ASYMPTOTIC DISTRIBUTION OF THE GENERALIZED PARTIAL AUTOCORRELATION FUNCTION IN AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
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• Consistent Recursive Estimation of the Order of an Autoregressive Moving Average Process
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